Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-19 0.483687 0.538663 0.599737 0.673071 0.759343 0.858368 0.981733
2025-01-26 0.420723 0.490349 0.572847 0.679201 0.814760 0.984736 1.218929
2025-02-02 0.378518 0.456715 0.554111 0.687028 0.868135 1.113343 1.483767
2025-02-09 0.341294 0.423088 0.529068 0.680551 0.898834 1.214782 1.733798
2025-02-16 0.315344 0.400250 0.514161 0.683929 0.941596 1.339203 2.049550
2025-02-23 0.286073 0.369542 0.484503 0.661422 0.941121 1.395666 2.267167
2025-03-02 0.259600 0.340087 0.453306 0.632168 0.924697 1.421534 2.435298
2025-03-09 0.246271 0.327865 0.445472 0.637062 0.963366 1.548309 2.839887
2025-03-16 0.239466 0.324276 0.449731 0.661016 1.037348 1.754701 3.494398
2025-03-23 0.230410 0.316486 0.446627 0.672134 1.089845 1.931312 4.160519
2025-03-30 0.220691 0.306872 0.439664 0.675595 1.128201 2.087427 4.853314
2025-04-06 0.210486 0.295744 0.429260 0.671664 1.151236 2.215116 5.536474
2025-04-13 0.196030 0.277432 0.406360 0.644030 1.124696 2.227054 5.880960
2025-04-20 0.189239 0.270833 0.402353 0.650668 1.170740 2.429671 7.047298
2025-04-27 0.183237 0.265075 0.399246 0.658564 1.220920 2.659479 8.543984
2025-05-04 0.175479 0.255956 0.389633 0.652754 1.239307 2.808517 9.853456
2025-05-11 0.169797 0.249915 0.384928 0.656121 1.279751 3.036684 11.868088
2025-05-18 0.160880 0.237972 0.368927 0.634957 1.257534 3.064484 12.786680
2025-05-25 0.151661 0.225101 0.350536 0.607344 1.215698 3.018675 13.208734
2025-06-01 0.147678 0.220942 0.347691 0.612008 1.256594 3.266428 16.133702
2025-06-08 0.146384 0.221293 0.353082 0.634685 1.348807 3.737850 22.170324
2025-06-15 0.143545 0.218784 0.352926 0.645209 1.410409 4.126501 28.998766
2025-06-22 0.139975 0.214800 0.349695 0.648488 1.452328 4.457881 36.860963